| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,567.0 |
2,575.0 |
8.0 |
0.3% |
2,618.0 |
| High |
2,605.0 |
2,631.0 |
26.0 |
1.0% |
2,671.0 |
| Low |
2,556.0 |
2,562.0 |
6.0 |
0.2% |
2,574.0 |
| Close |
2,569.0 |
2,612.0 |
43.0 |
1.7% |
2,630.0 |
| Range |
49.0 |
69.0 |
20.0 |
40.8% |
97.0 |
| ATR |
53.4 |
54.5 |
1.1 |
2.1% |
0.0 |
| Volume |
1,408,568 |
1,034,096 |
-374,472 |
-26.6% |
5,565,486 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.7 |
2,779.3 |
2,650.0 |
|
| R3 |
2,739.7 |
2,710.3 |
2,631.0 |
|
| R2 |
2,670.7 |
2,670.7 |
2,624.7 |
|
| R1 |
2,641.3 |
2,641.3 |
2,618.3 |
2,656.0 |
| PP |
2,601.7 |
2,601.7 |
2,601.7 |
2,609.0 |
| S1 |
2,572.3 |
2,572.3 |
2,605.7 |
2,587.0 |
| S2 |
2,532.7 |
2,532.7 |
2,599.4 |
|
| S3 |
2,463.7 |
2,503.3 |
2,593.0 |
|
| S4 |
2,394.7 |
2,434.3 |
2,574.1 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.0 |
2,870.0 |
2,683.4 |
|
| R3 |
2,819.0 |
2,773.0 |
2,656.7 |
|
| R2 |
2,722.0 |
2,722.0 |
2,647.8 |
|
| R1 |
2,676.0 |
2,676.0 |
2,638.9 |
2,699.0 |
| PP |
2,625.0 |
2,625.0 |
2,625.0 |
2,636.5 |
| S1 |
2,579.0 |
2,579.0 |
2,621.1 |
2,602.0 |
| S2 |
2,528.0 |
2,528.0 |
2,612.2 |
|
| S3 |
2,431.0 |
2,482.0 |
2,603.3 |
|
| S4 |
2,334.0 |
2,385.0 |
2,576.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,701.0 |
2,556.0 |
145.0 |
5.6% |
72.4 |
2.8% |
39% |
False |
False |
1,472,601 |
| 10 |
2,701.0 |
2,556.0 |
145.0 |
5.6% |
57.6 |
2.2% |
39% |
False |
False |
1,239,089 |
| 20 |
2,755.0 |
2,556.0 |
199.0 |
7.6% |
52.1 |
2.0% |
28% |
False |
False |
1,135,781 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.6% |
40.6 |
1.6% |
28% |
False |
False |
931,324 |
| 60 |
2,755.0 |
2,512.0 |
243.0 |
9.3% |
36.2 |
1.4% |
41% |
False |
False |
735,868 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
35.7 |
1.4% |
58% |
False |
False |
552,834 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
35.6 |
1.4% |
58% |
False |
False |
442,638 |
| 120 |
2,755.0 |
2,399.0 |
356.0 |
13.6% |
36.0 |
1.4% |
60% |
False |
False |
370,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,924.3 |
|
2.618 |
2,811.6 |
|
1.618 |
2,742.6 |
|
1.000 |
2,700.0 |
|
0.618 |
2,673.6 |
|
HIGH |
2,631.0 |
|
0.618 |
2,604.6 |
|
0.500 |
2,596.5 |
|
0.382 |
2,588.4 |
|
LOW |
2,562.0 |
|
0.618 |
2,519.4 |
|
1.000 |
2,493.0 |
|
1.618 |
2,450.4 |
|
2.618 |
2,381.4 |
|
4.250 |
2,268.8 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,606.8 |
2,628.5 |
| PP |
2,601.7 |
2,623.0 |
| S1 |
2,596.5 |
2,617.5 |
|